Vanguard Retirement Incm ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.94% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0049 | 7.84 | |
| 0.0721 | 13.13 | |
| 0.8966 | 106.09 |
Estimation Period:
Sep 16, 2020 to Feb 6, 2026
Sep 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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